+1.8%
CMCSA vs TMUS
-20.4%
+22.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +3.7% |
| 7D | +15.2% | +7.5% | +7.7% | +11.9% |
| 30D | +17.0% | -3.3% | +20.3% | +17.6% |
| 3M | +1.2% | -9.7% | +10.9% | +4.9% |
| 6M | -5.5% | -17.2% | +11.7% | +1.8% |
| YTD | -6.5% | -20.3% | +13.8% | +2.3% |
| 1Y | +1.8% | -21.2% | +23.0% | +11.7% |
| All | +1.8% | -20.4% | +22.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling